CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
12 Mar 2026 07:06 PM IST
| CRUDEOIL 17-MAR-2026 8000 CE | ||||||||||||||||
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Delta: 0.71
Vega: 3.66
Theta: -52.39
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 8713.00 | 1052.1 | 314.6 | 155.7 | 13,334 | -1,264 | 3,131 | |||||||||
| 11 Mar | 8130.00 | 725 | -12.5 | 156.8 | 1,41,680 | 96 | 4,395 | |||||||||
| 10 Mar | 7403.00 | 420 | -19.4 | 156.96 | 99,254 | 2,620 | 4,300 | |||||||||
| 9 Mar | 8790.00 | 1205 | -26.3 | 148.4 | 10,428 | -2,295 | 1,680 | |||||||||
| 6 Mar | 8310.00 | 850 | -70 | 120.07 | 1,83,863 | 68 | 3,975 | |||||||||
| 5 Mar | 7353.00 | 336.6 | 27.2 | 108.33 | 65,240 | -2,847 | 3,967 | |||||||||
| 4 Mar | 6921.00 | 190 | -11 | 101.93 | 57,896 | 4,464 | 6,813 | |||||||||
| 3 Mar | 6969.00 | 224.5 | 130.5 | 102.91 | 78,375 | 4,826 | 7,242 | |||||||||
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| 2 Mar | 6515.00 | 103.5 | 9.5 | 99.93 | 13,472 | 2,377 | 2,377 | |||||||||
For Crude Oil - strike price 8000 expiring on 17MAR2026
Delta for 8000 CE is 0.71
Historical price for 8000 CE is as follows
On 12 Mar CRUDEOIL was trading at 8713.00. The strike last trading price was 1052.1, which was 314.6 higher than the previous day. The implied volatity was 155.7, the open interest changed by -1264 which decreased total open position to 3131
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 725, which was -12.5 lower than the previous day. The implied volatity was 156.8, the open interest changed by 96 which increased total open position to 4395
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 420, which was -19.4 lower than the previous day. The implied volatity was 156.96, the open interest changed by 2620 which increased total open position to 4300
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1205, which was -26.3 lower than the previous day. The implied volatity was 148.4, the open interest changed by -2295 which decreased total open position to 1680
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 850, which was -70 lower than the previous day. The implied volatity was 120.07, the open interest changed by 68 which increased total open position to 3975
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 336.6, which was 27.2 higher than the previous day. The implied volatity was 108.33, the open interest changed by -2847 which decreased total open position to 3967
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 190, which was -11 lower than the previous day. The implied volatity was 101.93, the open interest changed by 4464 which increased total open position to 6813
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 224.5, which was 130.5 higher than the previous day. The implied volatity was 102.91, the open interest changed by 4826 which increased total open position to 7242
On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 103.5, which was 9.5 higher than the previous day. The implied volatity was 99.93, the open interest changed by 2377 which increased total open position to 2377
| CRUDEOIL 17MAR2026 8000 PE | |||||||
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Delta: -0.29
Vega: 3.66
Theta: -52.64
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 8713.00 | 340.4 | -294 | 156.33 | 36,393 | 2,091 | 5,000 |
| 11 Mar | 8130.00 | 620.2 | -14.2 | 162.85 | 79,980 | 971 | 2,909 |
| 10 Mar | 7403.00 | 1017.2 | 0.9 | 157.01 | 96,654 | -301 | 1,938 |
| 9 Mar | 8790.00 | 434 | -19.2 | 152.56 | 96,805 | 517 | 2,239 |
| 6 Mar | 8310.00 | 550.1 | -22.5 | 121.88 | 44,496 | 1,668 | 1,722 |
| 5 Mar | 7353.00 | 961.1 | -19.1 | 103.9 | 144 | 10 | 54 |
| 4 Mar | 6921.00 | 1251 | -11.1 | 105.03 | 71 | 44 | 44 |
| 3 Mar | 6969.00 | 1254.2 | -246 | 102.84 | 137 | 36 | 36 |
| 2 Mar | 6515.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 8000 expiring on 17MAR2026
Delta for 8000 PE is -0.29
Historical price for 8000 PE is as follows
On 12 Mar CRUDEOIL was trading at 8713.00. The strike last trading price was 340.4, which was -294 lower than the previous day. The implied volatity was 156.33, the open interest changed by 2091 which increased total open position to 5000
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 620.2, which was -14.2 lower than the previous day. The implied volatity was 162.85, the open interest changed by 971 which increased total open position to 2909
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 1017.2, which was 0.9 higher than the previous day. The implied volatity was 157.01, the open interest changed by -301 which decreased total open position to 1938
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 434, which was -19.2 lower than the previous day. The implied volatity was 152.56, the open interest changed by 517 which increased total open position to 2239
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 550.1, which was -22.5 lower than the previous day. The implied volatity was 121.88, the open interest changed by 1668 which increased total open position to 1722
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 961.1, which was -19.1 lower than the previous day. The implied volatity was 103.9, the open interest changed by 10 which increased total open position to 54
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 1251, which was -11.1 lower than the previous day. The implied volatity was 105.03, the open interest changed by 44 which increased total open position to 44
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 1254.2, which was -246 lower than the previous day. The implied volatity was 102.84, the open interest changed by 36 which increased total open position to 36
On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
